A regressive prediction model containing recursive kernel regression estimation 一種包含遞歸的核回歸估計的回歸預(yù)測模型
Perhaps there should be a corollary to linus law stating that some bugs are shallower than others, because those are exactly the ones that nightly kernel regression testing weeds out 或許linus法則應(yīng)該有這樣一個結(jié)論,有一些缺陷比其他缺陷更容易被發(fā)現(xiàn),因為那些正是持續(xù)多日的內(nèi)核回歸測試所發(fā)現(xiàn)并處理的那些。
In this paper, we use nonparametric regression method in chinese financial time series, we also use both kernel regression after improving cross-validation function and local polynomial estimation of regression under mixing condition to study and analyze the volatility in chinese stock market 在本文中,我們把非參數(shù)回歸的方法運用到我國實際的金融時間序列數(shù)據(jù)之中,討論了我國股價指數(shù)收益率序列的易變性。而在用非參數(shù)回歸進行估計時,選擇合適的窗寬有著重要的意義。